NMOF: Numerical Methods and Optimization in Finance

Functions, examples and data from the book
'Numerical Methods and Optimization in Finance' by M.
Gilli, D. Maringer and E. Schumann. The package provides
implementations of several optimisation heuristics, such as
Differential Evolution, Genetic Algorithms and Threshold
Accepting. There are also functions for the valuation of
financial instruments, such as bonds and options, and
functions that help with stochastic simulations.